+6,783.6%
CDNS vs CI
+7,992.0%
-1,208.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -4.6% | +4.7% | -9.3% | -6.2% |
| 3M | -0.8% | +5.2% | -6.0% | -2.8% |
| 6M | -7.2% | +3.8% | -11.0% | -9.2% |
| YTD | +7.7% | +9.2% | -1.6% | +3.4% |
| 1Y | +3.5% | +14.3% | -10.7% | -2.2% |
| 3Y | +31.2% | +8.4% | +22.8% | +21.0% |
| 5Y | +84.5% | +50.0% | +34.5% | +51.4% |
| 10Y | +1,242.9% | +142.2% | +1,100.7% | +806.2% |
| All | +6,783.6% | +7,992.0% | -1,208.4% | +1,075.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling